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LNW - Light & Wonder
Implied Volatility Analysis

Implied Volatility:
60.9%
Put/Call-Ratio:
0.85

Light & Wonder has an Implied Volatility (IV) of 60.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LNW is 7 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for LNW is -0.97 standard deviations away from its 1 year mean.

Market Cap$4.14B
Next Earnings Date11/9/2022 (41d)
Implied Volatility (IV) 30d
60.91
Implied Volatility Rank (IVR) 1y
7.18
Implied Volatility Percentile (IVP) 1y
14.29
Historical Volatility (HV) 30d
60.60
IV / HV
1.01
Open Interest
15.93K
Option Volume
87.00
Put/Call Ratio (Volume)
0.85

Data was calculated after the 9/28/2022 closing.

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